A Deep-Genetic Algorithm (Deep-GA) Approach for High-Dimensional Nonlinear Parabolic Partial Differential Equations

Endah Rokhmati Merdika Putri, Muhammad Luthfi Shahab, Mohammad Iqbal +4

We propose a new method, called a deep-genetic algorithm (deep-GA), to accelerate the performance of the so-called deep-BSDE method, which is a deep learning algorithm to solve hig…